[R-SIG-Finance] quantstrat order execution

[Brian G. Peterson]

On 07/28/2012 04:50 PM, Samo Pahor wrote:
> Any plans to parameterise this? I mean, so that users are able to
> set up to which frequencies trades should be done on the close of the bar
> of the signal instead on next bar...

No.  Instant execution is a myth.

If you want execution at higher frequencies, use higher frequency data.

-- 
Brian